[Quantlib-dev] Historical back testing

[colman <col...@gm...>]

- Using stock data 

I would like to know how to get the quantlib up and running with some
collected time series data. There exists a "timeseries.hpp", it would be
nice to see an example on how to make the most of that. Does anyone have a
suggest how to get started in this way with the library. It has been up and
running in my system for a while, however without *good doc's its difficult
to get the most out of it.

Also I'm new to the mailing list here, so please inform me should this
request land in the wrong place.

Thank in advance for any help,
Colman



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